ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 24-Nov-2021
Day Change Summary
Previous Current
23-Nov-2021 24-Nov-2021 Change Change % Previous Week
Open 120-150 120-140 -0-010 0.0% 120-288
High 120-175 120-205 0-030 0.1% 121-120
Low 120-080 120-072 -0-008 0.0% 120-210
Close 120-152 120-125 -0-028 -0.1% 121-020
Range 0-095 0-132 0-038 39.5% 0-230
ATR 0-121 0-122 0-001 0.7% 0-000
Volume 2,537,895 1,754,843 -783,052 -30.9% 729,405
Daily Pivots for day following 24-Nov-2021
Classic Woodie Camarilla DeMark
R4 121-212 121-141 120-198
R3 121-079 121-008 120-161
R2 120-267 120-267 120-149
R1 120-196 120-196 120-137 120-165
PP 120-134 120-134 120-134 120-119
S1 120-063 120-063 120-113 120-032
S2 120-002 120-002 120-101
S3 119-189 119-251 120-089
S4 119-057 119-118 120-052
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 123-060 122-270 121-146
R3 122-150 122-040 121-083
R2 121-240 121-240 121-062
R1 121-130 121-130 121-041 121-185
PP 121-010 121-010 121-010 121-038
S1 120-220 120-220 120-319 120-275
S2 120-100 120-100 120-298
S3 119-190 119-310 120-277
S4 118-280 119-080 120-214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-120 120-072 1-048 1.0% 0-126 0.3% 14% False True 1,216,394
10 121-120 120-072 1-048 1.0% 0-108 0.3% 14% False True 624,666
20 121-300 120-072 1-228 1.4% 0-126 0.3% 10% False True 313,871
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-128
2.618 121-232
1.618 121-099
1.000 121-018
0.618 120-287
HIGH 120-205
0.618 120-154
0.500 120-139
0.382 120-123
LOW 120-072
0.618 119-311
1.000 119-260
1.618 119-178
2.618 119-046
4.250 118-149
Fisher Pivots for day following 24-Nov-2021
Pivot 1 day 3 day
R1 120-139 120-189
PP 120-134 120-168
S1 120-130 120-146

These figures are updated between 7pm and 10pm EST after a trading day.

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